Variable annuities are unit-linked life insurance contracts where typically an initial investment amount is invested in one or several mutual funds. On top of this basic structure, certain guarantee riders are offered by ...

Copulas are distribution functions with standard uniform univariate margins. One particular parametric class of copulas is the class Archimedean copulas. These copulas are explicit and can be expressed in terms of a ...

The present thesis is motivated by a joint research project of the Institute of Stochastics at Ulm University and Orange Labs in Issy les Moulineaux, Paris, which deals with the analysis of telecommunication networks. ...

We show the strong unique continuation property for weak solutions of uniformly elliptic partial differential equations in the plane with measurable coefficients. We use the theory of quasiconformal mappings, a representation ...

It is shown that for a wide class of quasi-linear elliptic equations in divergence form, including the p-Laplace equation, on Lipschitz domains the solution is Hölder continuous up to the boundary provided the right hand ...

This thesis adresses the problem of tame and wild cyclic quotient singularities of local Noetherian rings and arithmetic surfaces.
In chapter 2, we study the ring of invariants of a local Noetherian ring by a tame cyclic ...

We study evolution equations of the form:
\begin{equation*}
\frac{\partial u}{\partial t}(t,x)=m(x)(\triangle u)(t,x)\qquad t\in\R_+,\,x\in\Omega,
\end{equation*}
where $\Omega$ is a bounded domain in $\R^N$ and the ...

In this thesis we study arithmetic properties of special Shimura curves. We give a p-adic local description at CM points of a Shimura curve as locus in the deformation space of the reduced Abelian variety. We give explicit ...

This thesis consists of three parts. Part 1 (Chapter 2) examines statistical properties of energy markets and the impact on risk management application. This is daily business for a utility company, and thereby a major ...